Variable selection in partially time-varying coefficient models

Journal of Nonparametric Statistics

Volumn 21, Issue 5, 2009, Pages 553-566

  Li, Degui ^a,b   Chen, Jia ^a,b   Lin, Zhengyan ^a  

^a ZHEJIANG UNIVERSITY   (China)

^b UNIVERSITY OF ADELAIDE   (Australia)

Author keywords

Oracle property; Penalised least squares; Profile local linear technique; Semiparametric regression; Time varying coefficient model

Indexed keywords

EID: 70449449632     PISSN: 10485252     EISSN: 10290311     Source Type: Journal    
DOI: 10.1080/10485250902912694     Document Type: Article

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